Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.265851 0.288301 0.312454 0.340489 0.372282 0.407393 0.449343
2025-04-27 0.238256 0.267411 0.300401 0.340850 0.389604 0.447124 0.521116
2025-05-04 0.218207 0.251411 0.290478 0.340514 0.403923 0.483064 0.591761
2025-05-11 0.203630 0.239825 0.283843 0.342401 0.420000 0.521998 0.671134
2025-05-18 0.186778 0.223674 0.269696 0.332762 0.419375 0.538165 0.721328
2025-05-25 0.171812 0.208570 0.255384 0.321144 0.414247 0.546750 0.761013
2025-06-01 0.163480 0.201274 0.250470 0.321413 0.425207 0.579077 0.841700
2025-06-08 0.159429 0.199193 0.252148 0.330681 0.449749 0.634462 0.969923
2025-06-15 0.153603 0.194243 0.249398 0.333138 0.464032 0.675319 1.081220
2025-06-22 0.147063 0.187858 0.244108 0.331237 0.471064 0.704827 1.177443
2025-06-29 0.141198 0.182038 0.239183 0.329359 0.477724 0.734270 1.279853
2025-07-06 0.133631 0.173403 0.229629 0.319541 0.470145 0.737070 1.326662
2025-07-13 0.129486 0.169607 0.227183 0.321058 0.482539 0.779606 1.475506
2025-07-20 0.125401 0.165668 0.224254 0.321512 0.493047 0.820089 1.632157
2025-07-27 0.121471 0.161745 0.221090 0.321281 0.502219 0.859286 1.798859
2025-08-03 0.118319 0.158809 0.219249 0.323066 0.515226 0.908560 2.011555
2025-08-10 0.112969 0.152327 0.211520 0.314225 0.507111 0.910678 2.087664
2025-08-17 0.107561 0.145555 0.203028 0.303538 0.494471 0.900978 2.124867
2025-08-24 0.104887 0.142845 0.200869 0.303798 0.503444 0.942411 2.346167
2025-08-31 0.104117 0.143012 0.203308 0.312349 0.529985 1.030593 2.778694
2025-09-07 0.102115 0.141164 0.202343 0.314618 0.543716 1.089797 3.140259
2025-09-14 0.099452 0.138168 0.199328 0.312870 0.548647 1.127037 3.434842
2025-09-21 0.096942 0.135322 0.196431 0.311142 0.553434 1.164900 3.760631